Parametric and Nonparametric Volatility Measurement
Publication
, Journal Article
Andersen, TG; Bollerslev, T; Diebold, FX
2010
Duke Scholars
DOI
Publication Date
2010
Start / End Page
67 / 137
Publisher
Elsevier
Citation
APA
Chicago
ICMJE
MLA
NLM
Andersen, T. G., Bollerslev, T., & Diebold, F. X. (2010). Parametric and Nonparametric Volatility Measurement, 67–137. https://doi.org/10.1016/b978-0-444-50897-3.50005-5
Andersen, Torben G., Tim Bollerslev, and Francis X. Diebold. “Parametric and Nonparametric Volatility Measurement,” 2010, 67–137. https://doi.org/10.1016/b978-0-444-50897-3.50005-5.
Andersen TG, Bollerslev T, Diebold FX. Parametric and Nonparametric Volatility Measurement. 2010;67–137.
Andersen, Torben G., et al. Parametric and Nonparametric Volatility Measurement. Elsevier, 2010, pp. 67–137. Crossref, doi:10.1016/b978-0-444-50897-3.50005-5.
Andersen TG, Bollerslev T, Diebold FX. Parametric and Nonparametric Volatility Measurement. Elsevier; 2010;67–137.
DOI
Publication Date
2010
Start / End Page
67 / 137
Publisher
Elsevier